Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48886.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42202.89 Kr¶

PnL: ---------------------------------------> -230.39 Kr¶

DD now: ---------------------------------> -7.97 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:08:35.839124'

Anic Portfolio¶

Today¶

Return: -0.845 %¶

This Week¶

Return: -0.845 %¶

Total portfolio value¶

Return including deposits: 60.042 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.160000 1663.920000 196.380000 13.380000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Catena 2 0.860000 796.400000 6.800000 0.860000 789.600000
JM 6 0.770000 868.800000 6.600000 0.770000 862.200000
Atrium Ljungberg B 5 0.540000 938.000000 5.000000 0.540000 933.000000
Sagax B 4 0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
ASSA ABLOY B 3 0.150000 778.200000 1.200000 0.150000 777.000000
Hexatronic Group 12 0.100000 965.520000 0.960000 0.100000 964.560000
AcadeMedia 8 -0.810000 399.520000 -1.680000 -0.420000 401.200000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Bilia A 8 -0.620000 893.600000 -4.000000 -0.450000 897.600000
EQT 4 -0.770000 823.200000 -6.400000 -0.770000 829.600000
Biotage 7 -0.820000 931.700000 -7.700000 -0.820000 939.400000
SKF B 5 -0.930000 929.250000 -8.750000 -0.930000 938.000000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Byggmax Group 33 -1.180000 943.140000 -11.220000 -1.180000 954.360000
Addnode Group B 11 -1.560000 904.200000 -14.300000 -1.560000 918.500000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.160000 819.600000 -35.600000 -4.160000 855.200000
Vitec Software Group B 2 -3.320000 1048.000000 -36.000000 -3.320000 1084.000000
Indutrade 5 -3.830000 1168.000000 -46.500000 -3.830000 1214.500000
Bufab 3 -4.450000 1057.200000 -49.200000 -4.450000 1106.400000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
BHG Group 97 -5.930000 1369.640000 -85.360000 -5.870000 1455.000000
TOTAL 42202.890000 -230.390000 -7.97032% 42433.280000

Updated:¶

'2023-07-03 15:08:52.825227'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶